+64.3%
FDS vs BIIB
-26.8%
+91.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.2% | -8.0% | -6.2% |
| 7D | -16.0% | -4.0% | -11.9% | -15.4% |
| 30D | -6.7% | +5.7% | -12.4% | -7.5% |
| 3M | +6.0% | +10.9% | -5.0% | +4.2% |
| 6M | +25.1% | +14.3% | +10.8% | +22.2% |
| YTD | -8.1% | +22.4% | -30.5% | -11.4% |
| 1Y | -26.0% | +51.1% | -77.1% | -31.0% |
| 3Y | -36.4% | -16.8% | -19.6% | -35.9% |
| 5Y | -27.7% | -28.1% | +0.4% | -26.7% |
| All | +64.3% | -26.8% | +91.0% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling